All three strikes, the third a header from Neil Danns came in the first half in front of over 5,000 in Lancaster, Pennsylvania.
Warnock made just one change to the starting line up with Matt Lawrence in for Jose Fonte in defence.
Sears scored from the edge of the box before Ambrose curled home a free kick. Danns completed the visitors scoring when he headed home just before the break.
The second half saw a reply from Harrisburg but the match had become disjointed with Palace making 7 subs at the break.
Thanks to the local American news you can see the Palace goals here.
Palace: Speroni (Flahaven), Clyne (Butterfield), McCarthy (Fonte), Lawrence, Hill (Hills), Derry (Ertl), Danns (Carle), Sears (N'Diaye) Moses (Cadogan), Ambrose (Scannell ), Lee (Comley)